CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 07-Sep-2018

Day Change Summary
	Previous	Current
	06-Sep-2018	07-Sep-2018	Change	Change %	Previous Week
Open	0.7193	0.7199	0.0006	0.1%	0.7190
High	0.7211	0.7201	-0.0010	-0.1%	0.7236
Low	0.7166	0.7098	-0.0068	-0.9%	0.7098
Close	0.7203	0.7110	-0.0093	-1.3%	0.7110
Range	0.0045	0.0103	0.0058	128.9%	0.0138
ATR	0.0066	0.0069	0.0003	4.2%	0.0000
Volume	102,640	154,188	51,548	50.2%	557,565

Daily Pivots for day following 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7445	0.7381	0.7167
R3	0.7342	0.7278	0.7138
R2	0.7239	0.7239	0.7129
R1	0.7175	0.7175	0.7119	0.7156
PP	0.7136	0.7136	0.7136	0.7127
S1	0.7072	0.7072	0.7101	0.7053
S2	0.7033	0.7033	0.7091
S3	0.6930	0.6969	0.7082
S4	0.6827	0.6866	0.7053

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7562	0.7474	0.7186
R3	0.7424	0.7336	0.7148
R2	0.7286	0.7286	0.7135
R1	0.7198	0.7198	0.7123	0.7173
PP	0.7148	0.7148	0.7148	0.7136
S1	0.7060	0.7060	0.7097	0.7035
S2	0.7010	0.7010	0.7085
S3	0.6872	0.6922	0.7072
S4	0.6734	0.6784	0.7034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7267	0.7098	0.0169	2.4%	0.0078	1.1%	7%	False	True	138,016
10	0.7363	0.7098	0.0265	3.7%	0.0073	1.0%	5%	False	True	120,416
20	0.7382	0.7098	0.0284	4.0%	0.0068	1.0%	4%	False	True	116,662
40	0.7466	0.7098	0.0368	5.2%	0.0065	0.9%	3%	False	True	103,810
60	0.7587	0.7098	0.0489	6.9%	0.0065	0.9%	2%	False	True	102,125
80	0.7682	0.7098	0.0584	8.2%	0.0064	0.9%	2%	False	True	78,267
100	0.7814	0.7098	0.0716	10.1%	0.0062	0.9%	2%	False	True	62,641
120	0.7814	0.7098	0.0716	10.1%	0.0060	0.8%	2%	False	True	52,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7639
2.618	0.7471
1.618	0.7368
1.000	0.7304
0.618	0.7265
HIGH	0.7201
0.618	0.7162
0.500	0.7150
0.382	0.7137
LOW	0.7098
0.618	0.7034
1.000	0.6995
1.618	0.6931
2.618	0.6828
4.250	0.6660

Fisher Pivots for day following 07-Sep-2018
Pivot	1 day	3 day
R1	0.7150	0.7159
PP	0.7136	0.7143
S1	0.7123	0.7126

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These figures are updated between 7pm and 10pm EST after a trading day.

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